Evaluating Portfolio Policies: A Duality Approach
收藏NBER2003-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w9861
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The performance of a given portfolio policy can in principle be evaluated by comparing its expected utility with that of the optimal policy. Unfortunately, the optimal policy is usually not computable in which case a direct comparison is impossible. In this paper we solve this problem by using the
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美国国家经济研究局创建时间：
2003-07-01
